Need advice with position sizing

Discussion in 'Risk Management' started by hlpsg, Jul 23, 2008.

  1. NoDoji

    NoDoji

    Back testing is not a strong mirror of actual trading, IMHO. Have you tested in real time with a simulator that accounts for such variables as execution, slippage, etc?
     
    #11     Jul 24, 2008
  2. hlpsg

    hlpsg

    I've actually been trading it for close to a year, trading very small. The results are pretty similar to what was backtested. Not really statistically significant, I know..:D
     
    #12     Jul 24, 2008
  3. hlpsg

    hlpsg

    Ron,
    Thanks for the book recommendataions, they're much appreciated. I'm always on the lookout for these.

    Agree with what you say about losses not needing to come in a row, I admit it's something I haven't thought of much before, but it makes a lot of sense.
     
    #13     Jul 24, 2008